Second-order analysis of optimal control problems with control and initial-final state constraints

J. Frederic Bonnans 1, 2 Nikolai Osmolovskii 3
1 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France, UMA - Unité de Mathématiques Appliquées
Abstract : This paper provides an analysis of Pontryagine minima satisfying a quadratic growth condition, for optimal control problems of ordinary differential equations with constraints on initial-final state, as well as control constraints satisfying the uniform positive linear independence condition.
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J. Frederic Bonnans, Nikolai Osmolovskii. Second-order analysis of optimal control problems with control and initial-final state constraints. J. Convex Analysis, Heldermann, 2010, 17 (3), pp.885-913. ⟨inria-00335869⟩

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